Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47838.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46443.61 Kr¶

PnL: ---------------------------------------> -444.96 Kr¶

DD now: ---------------------------------> -1.627 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:17:46.706989'

Anic Portfolio¶

Today¶

Return: 0.642 %¶

This Week¶

Return: 0.642 %¶

Total¶

Return: 56.611 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.260000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 -0.830000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 3.670000 666.700000 89.700000 15.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.200000 438.600000 83.600000 23.550000 355.000000
HMS Networks 2 1.180000 720.400000 47.400000 7.040000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.350000 270.480000 24.480000 9.950000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Intrum 4 1.840000 542.200000 15.200000 2.880000 527.000000
Midsona B 63 0.850000 597.240000 14.240000 2.440000 582.999984
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Resurs Holding 22 -1.170000 578.160000 4.160000 0.720000 573.999998
Boozt 12 -0.930000 1654.800000 0.800000 0.050000 1653.999996
Securitas B 6 1.260000 570.720000 0.720000 0.130000 570.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.060000 545.400000 -0.600000 -0.110000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.400000 558.750000 -5.250000 -0.930000 564.000000
CTEK 13 0.780000 521.950000 -12.050000 -2.260000 533.999999
SAAB B 8 2.020000 3348.800000 -28.200000 -0.840000 3377.000000
International Petroleum Corp. 5 2.210000 532.000000 -62.570000 -10.520000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.180000 3562.000000 -194.000000 -5.170000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46443.610000 -444.960000 -1.62739% 46888.564618

Updated:¶

'2023-01-16 12:17:59.576005'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶